Sequential Gaussian Markov Integrals

Abstract

In [6] R.H. Cameron defined and studied a sequential Wiener integral. This was motivated by the function space integral R.P. Feynman used in [12] to give a solution to the Schröedinger equation. In [5] the present author studied sequential Gaussian Markov integrals with a positive parameter. This paper gives sufficient conditions on the integrand for such integrals to exist, when the parameter is complex. These sequential integrals are related to ordianry Gaussian Markov integrals through a Fourier transform type formula extended from [5]. We shall show that such integrals are equal to conditional Wiener integrals of suitably modified functionals.